+105.9%
USB vs MOH
+256.9%
-151.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.1% |
| 7D | +2.1% | -3.3% | +5.4% | +2.5% |
| 30D | -2.3% | -0.1% | -2.2% | -2.3% |
| 3M | +13.9% | -1.1% | +14.9% | +13.7% |
| 6M | +21.6% | +35.9% | -14.3% | +16.1% |
| YTD | +19.3% | +13.1% | +6.2% | +15.6% |
| 1Y | +33.6% | +11.8% | +21.7% | +28.8% |
| 3Y | +97.7% | -38.7% | +136.5% | +101.4% |
| 5Y | +40.4% | -25.1% | +65.6% | +35.8% |
| 10Y | +105.9% | +243.8% | -137.9% | +63.5% |
| All | +105.9% | +256.9% | -151.0% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling